market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
08/05/2024 50.01% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,987,150 2,987,150 44,807 CHF 74,682 CHF 98.83% 98.83%
07/05/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,280 2,987,280 29,873 CHF 59,746 CHF 97.66% 97.66%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,630 2,987,630 29,876 CHF 59,753 CHF 100.00% 100.00%
03/05/2024 54.47% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,987,630 2,987,630 40,788 CHF 70,664 CHF 100.00% 100.00%
02/05/2024 51.30% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,987,630 2,987,630 43,641 CHF 73,517 CHF 100.00% 100.00%
30/04/2024 64.06% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,986,760 2,986,760 32,236 CHF 62,113 CHF 100.00% 100.00%
29/04/2024 66.68% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,120 2,987,120 29,871 CHF 59,747 CHF 100.00% 100.00%
26/04/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,600 2,987,600 29,876 CHF 59,752 CHF 99.63% 99.63%
25/04/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,630 2,987,630 29,876 CHF 59,753 CHF 100.00% 100.00%
24/04/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,620 2,987,620 29,876 CHF 59,753 CHF 99.79% 99.79%

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